//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Imperfect Market"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Incomplete market
39
Unvollkommener Markt
39
Theorie
25
Theory
25
Option pricing theory
22
Optionspreistheorie
22
Hedging
16
Derivat
8
Derivative
8
Portfolio selection
8
Portfolio-Management
8
Martingal
7
Martingale
7
CAPM
6
Financial market
6
Finanzmarkt
6
Stochastic process
5
Stochastischer Prozess
5
Entropie
4
Entropy
4
Incomplete markets
3
Volatility
3
Volatilität
3
hedging
3
incomplete markets
3
valuation
3
Börsenkurs
2
Dynamic programming
2
Dynamische Optimierung
2
Game theory
2
Insider trading
2
Insiderhandel
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Real options analysis
2
Realoptionsansatz
2
Risiko
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Conference paper
1
Konferenzbeitrag
1
Language
All
English
39
Author
All
Arai, Takuji
3
Aurell, Erik
2
Hubalek, Friedrich
2
Armstrong, John
1
Bizid, Abdelhamid
1
Cheang, Gerald H. L.
1
Chiarella, Carl
1
Dorfleitner, Gregor
1
Ewald, Christian-Oliver
1
Fedotov, Sergei
1
Fonseca, José da
1
Frahm, Gabriel
1
Friedman, Craig
1
Gerer, Johannes
1
Grasselli, M. R.
1
Grasselli, Martino
1
Grorud, Axel
1
Halperin, Igor
1
Hammarlid, Ola
1
Henderson, Vicky
1
Herdegen, Martin
1
Hobson, David G.
1
Hu, Ying
1
Huang, Jinggang
1
Hudetz, Thomas
1
Ielpo, Florian
1
Imkeller, Peter
1
Itkin, Andrey
1
Jeanblanc, Monique
1
Jouini, Elyès
1
Leclère, Vincent
1
Leniec, Marta
1
Liu, Yu-hong
1
Ludkovski, M.
1
Mikhailov, Sergei
1
Mina, Karl Friedrich
1
Muratore-Ginanneschi, Paolo
1
Müller, Matthias
1
Neufeld, Ariel
1
Njoh, Samuel
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
137
Working paper / National Bureau of Economic Research, Inc.
122
NBER Working Paper
101
Journal of mathematical economics
99
Discussion paper / Centre for Economic Policy Research
95
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
Journal of economic dynamics & control
81
Journal of economic theory
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
CESifo working papers
57
Journal of monetary economics
54
Working paper
51
Discussion paper series / IZA
49
Review of economic dynamics
47
Discussion papers / CEPR
46
Finance and stochastics
42
Economics letters
40
Macroeconomic dynamics
37
The review of financial studies
32
Journal of international economics
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
IZA Discussion Paper
28
CORE discussion paper : DP
27
Economic modelling
25
International economic review
25
Discussion paper / Tinbergen Institute
24
Journal of banking & finance
24
The American economic review
24
CESifo Working Paper Series
23
Research paper series / Swiss Finance Institute
23
Journal of international money and finance
21
IMF working papers
20
Journal of political economy
20
Mathematics and financial economics
20
Discussion paper
19
European economic review : EER
19
Journal of development economics
19
Journal of economics
19
Journal of macroeconomics
19
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
2
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
3
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
4
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
5
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
6
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
7
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
8
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
9
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
10
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->